The global economic policy uncertainty spillover analysis: In the background of COVID-19 pandemic

Combining the spillover index approach and LASSO-VAR method, we construct the spillover network of 19 specific countries’ economic policy uncertainty (EPU). Then we deconstruct the constructed network into four blocks by the block models, the impacts of COVID-19 on EPU spillover effects between each...

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Detalles Bibliográficos
Autores principales: Zhou, Yuqin, Liu, Zhenhua, Wu, Shan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9027038/
https://www.ncbi.nlm.nih.gov/pubmed/35475264
http://dx.doi.org/10.1016/j.ribaf.2022.101666

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9027038/
https://www.ncbi.nlm.nih.gov/pubmed/35475264
http://dx.doi.org/10.1016/j.ribaf.2022.101666

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